OK, then it's an electrical fault. There might be a loose wire someplace, or the fuse is blown.
If the fuse is not blown, then you probably have a loose connector. My guess would be at the point where the power wires connect to the light fixture. Try wiggling the wires there and see if the light comes on. If it does, then you can try re-seating the power connector. If it doesn't, then the fault lies somewhere further upstream in the wiring harness. The way to troubleshoot is to verify every connector all the way back to the battery.
If that doesn't work, you might have a bad wire.
Fuses blow to protect the circuit from excessive current. If there were no fuse, then the wire could heat up to the point that it ignites nearby flammable material (like insulation) and that's never a good thing.
If the fuse is blown, I would be worried. The likely cause is a short to ground, which means you have a bare wire somewhere touching something it shouldn't. Replacing the fuse will likely be a temporary fix. I would personally want to know why the fuse blew, and not just put a new one in and hope for the best.